Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51567.89 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48368.83 Kr¶

PnL: ---------------------------------------> -718.74 Kr¶

DD now: ---------------------------------> -0.725 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 16:15:29.741709'

Anic Portfolio¶

Today¶

Return: -0.637 %¶

This Week¶

Return: 8.502 %¶

Total¶

Return: 68.82 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.130000 773.200000 100.200000 14.890000 673.000000
Fasadgruppen Group 38 2.590000 4218.000000 77.000000 1.860000 4140.999992
Nordea Bank Abp 29 -0.150000 3529.880000 75.880000 2.200000 3453.999992
SAAB B 8 -0.120000 3423.200000 46.200000 1.370000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Swedbank A 3 2.030000 603.000000 39.000000 6.910000 564.000000
AcadeMedia 12 -0.400000 592.080000 35.080000 6.300000 557.000004
Resurs Holding 22 -0.070000 608.520000 34.520000 6.010000 573.999998
HEBA B 70 -1.930000 2670.500000 34.500000 1.310000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.890000 379.700000 24.700000 6.960000 355.000000
Intrum 4 0.000000 539.400000 12.400000 2.350000 527.000000
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Karnov Group 9 -0.170000 542.700000 6.700000 1.250000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 565.950000 3.950000 0.700000 562.000005
Securitas B 6 -1.390000 571.080000 1.080000 0.190000 570.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Coor Service Management Hold. 8 0.230000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.460000 545.750000 -0.250000 -0.050000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.490000 245.520000 -0.480000 -0.200000 246.000000
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Corem Property Group B 59 -2.590000 566.400000 -10.600000 -1.840000 576.999999
Boozt 12 -0.580000 1635.600000 -18.400000 -1.110000 1653.999996
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -0.690000 546.200000 -27.800000 -4.840000 574.000000
CTEK 13 -1.690000 497.900000 -36.100000 -6.760000 533.999999
International Petroleum Corp. 5 -2.630000 555.500000 -39.070000 -6.570000 594.565215
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Essity A 4 -1.080000 1096.000000 -53.000000 -4.610000 1149.000000
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 -0.430000 1774.300000 -214.700000 -10.790000 1989.000002
Axfood 15 0.110000 4050.000000 -250.000000 -5.810000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48359.780000 -727.790000 -0.74222% 49087.564636

Updated:¶

'2023-01-31 16:15:09.876215'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶